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Funds (13F)

London Co Of Virginia

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.1%
S&P 500 +14.1%
Last 12 months
+20.7%
S&P 500 +12.1%
Sharpe ratio
0.62
S&P 500 0.78
Biggest drop
−32.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$40.2k
London Co Of VirginiaS&P 500 $10,000 in London Co Of Virginia from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies London Co Of Virginia's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

London Co Of Virginia's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.1%+14.1%
Total return+302%+470%
Last 12 months+20.7%+12.1%
Last 3 months+2.6%—
Last month+4.5%—
This year so far+14.5%—
Volatility a year15.7%16.0%
Sharpe ratio0.620.78
Biggest drop−32.3%−31.8%
Beta to the S&P 5000.921.00
Alpha a year (t-statistic)−1.6% (−1.02)—
Share of weeks up58%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
GLW4.9%——
AAPL3.8%——
NSC3.1%——
D2.8%——
TXN2.8%——
ENTG2.7%——
JNJ2.4%——
NEU2.3%——
APD2.3%——
BLK2.2%——
CSCO2.2%——
AER2.1%——
PM2.1%——
CMI2.1%——
PGR2.0%——
CINF2.0%——
SCHW1.9%——
RSG1.9%——
CVX1.8%——
SGI1.8%——
DLTR1.6%——
LOW1.6%——
AWI1.6%——
CB1.5%——
MO1.5%——
UNH1.4%——
MSFT1.4%——
SBUX1.3%——
CHDN1.3%——
FAST1.3%——
KEYS1.3%——
TEL1.3%——
COO1.3%——
ALSN1.2%——
ODFL1.2%——
MTB1.2%——
UNF1.2%——
MC1.1%——
NOC1.1%——
ALLY1.0%——
VMC1.0%——
LII0.9%——
BRKR0.9%——
QSR0.8%——
BALL0.8%——
STE0.8%——
PAYX0.8%——
CBRE0.8%——
WAT0.8%——
POST0.7%——
APPF0.7%——
WTM0.7%——
MLM0.7%——
AVTR0.6%——
DPZ0.6%——
ATR0.6%——
V0.5%——
CCI0.5%——
POOL0.5%——
ACIW0.5%——
FIS0.5%——
THG0.5%——
MUSA0.5%——
CPRT0.4%——
ORLY0.4%——
QLYS0.3%——
FDX0.3%——
FR0.3%——
CWST0.3%——
CACC0.3%——
ESI0.3%——
GOLF0.3%——
LSTR0.3%——
DECK0.2%——
CCC0.2%——
CHD0.2%——
MATX0.2%——
ZBRA0.2%——
MZTI0.2%——
SAIA0.2%——
PSMT0.2%——
CTS0.2%——
AUB0.2%——
TTC0.2%——
NVDA0.2%——
ATKR0.2%——
LLY0.2%——
EPRT0.2%——
GHC0.2%——
HAE0.1%——
JKHY0.1%——
HWKN0.1%——
VNT0.1%——
RVLV0.1%——
PLUS0.1%——
LW0.1%——
IPAR0.1%——
MGRC0.1%——
LLYVK0.1%——
HD0.1%——
MTN0.1%——
NCLH0.1%——
MRTN0.1%——
FDXF0.1%——
KO0.1%——
DE0.1%——
ENOV0.1%——
TSM0.1%——
ICLR0.0%——
CSX0.0%——
CRH0.0%——
MICC0.0%——
KMX0.0%——
WTW0.0%——
PAG0.0%——
BMY0.0%——
GATX0.0%——
TG0.0%——
DUK0.0%——
ALC0.0%——
WFC0.0%——
COST0.0%——
AMZN0.0%——
MDLZ0.0%——
NKE0.0%——
PCAR0.0%——
SHW0.0%——
AZN0.0%——
HSY0.0%——
NFLX0.0%——
TGT0.0%——
UDR0.0%——
CHRW0.0%——
LPLA0.0%——
GD0.0%——
TSLA0.0%——
LYV0.0%——
BAC0.0%——
SCI0.0%——
PFE0.0%——
PKG0.0%——
AFG0.0%——
ECHO0.0%——
ACN0.0%——
MRK0.0%——
BRSL0.0%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+11.1%+14.1%0.620.78−32.3%0.92−1.6% (−1.02)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.1%+13.9%0.530.66−32.3%0.90−1.4% (−0.67)
Last three years3 Nov 2023 to 2 Nov 2026+15.9%+21.8%0.881.16−15.5%0.70−0.3% (−0.06)
Last year7 Nov 2025 to 2 Nov 2026+19.8%+14.2%1.370.84−8.2%0.52+9.4% (1.06)
DateCompanyAction
21 Aug 2026MGRCBought
21 Aug 2026FDXFBought
21 Aug 2026APPFBought
22 May 2026QSRBought
22 May 2026HWKNBought
22 May 2026ECHOBought
22 May 2026DPZBought
22 May 2026COPBought
22 May 2026AZNBought
20 Feb 2026UTZBought
20 Feb 2026MICCBought
20 Feb 2026LLYVKBought
20 Feb 2026COOBought
21 Nov 2025UNHBought
21 Nov 2025CMIBought
21 Nov 2025AVTRBought
15 Aug 2025TSLABought
15 Aug 2025IPARBought
15 Aug 2025EQHBought
16 May 2025WTWBought
16 May 2025SAIABought
16 May 2025NXPIBought
16 May 2025ICLRBought
16 May 2025BURBought
16 May 2025ATKRBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026OTISSold
21 Aug 2026NGVTSold
21 Aug 2026COPSold
21 Aug 2026BURSold
22 May 2026UTZSold
22 May 2026TREXSold
22 May 2026EQHSold
22 May 2026CERTSold
22 May 2026BRSold
22 May 2026AXTASold
22 May 2026APHSold
20 Feb 2026UPSSold
20 Feb 2026RHISold
20 Feb 2026NXPISold
20 Feb 2026MKLSold
20 Feb 2026FISVSold
20 Feb 2026DVSold
20 Feb 2026BDNSold
21 Nov 2025REYNSold
21 Nov 2025CMCSASold
15 Aug 2025VZSold
15 Aug 2025SWKSSold
15 Aug 2025CNNESold
15 Aug 2025CABOSold
16 May 2025VACSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest